Mean Square Exponential Stability of Stochastic Switched System with Interval Time-Varying Delays [PDF]
Abstract and Applied Analysis, 2012 This paper is concerned with mean square exponential stability of switched stochastic system with interval time-varying delays. The time delay is any continuous function belonging to a given interval, but not necessary to be differentiable.
Manlika Rajchakit, Grienggrai Rajchakit
doaj +2 more sources
Exponential Stability in Mean Square for Neutral Stochastic Partial Functional Differential Equations with Impulses [PDF]
Journal of Applied Mathematics, 2013 We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional ...
Nan Ding
doaj +2 more sources
Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations [PDF]
, 2011 This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the ...
Shen, Yi, Mao, Xuerong, Gray, Alison
core +4 more sources
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]
, 2007 Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C. +4 more
core +4 more sources
Almost sure exponential stability of numerical solutions for stochastic delay differential equations [PDF]
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
Szpruch, Lukasz, Wu, Fuke, Mao, Xuerong
core +4 more sources
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +2 more
core +4 more sources
Delay-dependent exponential stability of neutral stochastic delay systems [PDF]
, 2009 This paper studies stability of neutral stochastic delay systems by linear matrix inequality (LMI) approach. Delay dependent criterion for exponential stability is presented and numerical examples are conducted to verify the effectiveness of the proposed
Mao, X., Huang, L.
core +4 more sources
Journal of Inequalities and Applications, 2020 In this paper, we investigate the exponential mean-square stability for both the solution of n-dimensional stochastic delay integro-differential equations (SDIDEs) with Poisson jump, as well for the split-step θ-Milstein (SSTM) scheme implemented of the ...
Davood Ahmadian, Omid Farkhondeh Rouz
doaj +1 more source
Mean Square Exponential Stability of a Class of Stochastic Rcellular Neural Networks
Journal of Harbin University of Science and Technology, 2020 In this paper, the problem of the mean square exponential stability of a class of impulsive stochastic reactiondiffusion cellular neural networks (CNNs) with transmission delay and distributed delay, and parameter uncertainties is discussed.
LIU Xin, CHEN Lili, HUANG Shuai
doaj +1 more source
Mathematics, 2022 This paper examines the numerical solutions of the neutral stochastic functional differential equation. This study establishes the discrete stochastic Razumikhin-type theorem to investigate the exponential stability in the mean square sense of the Euler ...
Qi Wang, Huabin Chen, Chenggui Yuan
doaj +1 more source